Monday, January 3, 2011

Realized 20-Day Vol at 39 Year Low

Vix and More details:

Since I haven’t seen it mentioned anywhere else, I thought I should note that 20-day historically volatility in the S&P 500 index hit its lowest level since April 1971, the same month that the Rolling Stones released Sticky Fingers and Charles Manson was sentenced to death.

Source: Yahoo Finance

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